BNP Paribas Call 60 BBY 19.12.202.../  DE000PC1MBH4  /

Frankfurt Zert./BNP
1/24/2025  1:25:13 PM Chg.+0.010 Bid2:01:15 PM Ask2:01:15 PM Underlying Strike price Expiration date Option type
2.670EUR +0.38% 2.650
Bid Size: 4,000
2.690
Ask Size: 4,000
Best Buy Company 60.00 - 12/19/2025 Call
 

Master data

WKN: PC1MBH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Best Buy Company
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.07
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 2.22
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 2.22
Time value: 0.46
Break-even: 86.80
Moneyness: 1.37
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.37%
Delta: 0.85
Theta: -0.02
Omega: 2.61
Rho: 0.39
 

Quote data

Open: 2.660
High: 2.680
Low: 2.610
Previous Close: 2.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.72%
1 Month
  -1.84%
3 Months
  -20.30%
YTD
  -8.25%
1 Year  
+49.16%
3 Years     -
5 Years     -
1W High / 1W Low: 2.660 2.390
1M High / 1M Low: 2.940 2.390
6M High / 6M Low: 4.040 2.260
High (YTD): 1/2/2025 2.810
Low (YTD): 1/17/2025 2.390
52W High: 9/30/2024 4.040
52W Low: 5/23/2024 1.470
Avg. price 1W:   2.512
Avg. volume 1W:   0.000
Avg. price 1M:   2.604
Avg. volume 1M:   0.000
Avg. price 6M:   3.066
Avg. volume 6M:   0.000
Avg. price 1Y:   2.658
Avg. volume 1Y:   0.000
Volatility 1M:   56.41%
Volatility 6M:   77.90%
Volatility 1Y:   86.93%
Volatility 3Y:   -